Extreme FIX Messaging for Low-Latency

Recorded at:

Summary
Kevin Houstoun and Rupert Smith discuss the creation of Java and .NET libraries for a FIX Protocol implementation without generating garbage in order to avoid the latency spikes associated with GC.

Bio

Kevin Houstoun helped to establish the FIX Protocol in Europe, being the designer of the FIX Repository, Co-chairs the Global Technical Committee, and is an active member of the Global Steering Committee.
Rupert Smith was a contributor to the Apache Qpid implementation of AMQP and he is currently working for Rapid Addition.

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So how does it compare to the serious low-latency FIX implementations?
by
John Davies

Interesting but anyone working on the seriously low-latency end of Fix is not going to be using .NET or Java implementations, they all use C/C++. How then does this compare in responsiveness to a C implementation running on a 250,000msgs/sec plus feed from the CME?

I would accept though that the majority of "average" users are on .NET though.

Trying to reproduce the $1 profit - but where is it? The 64 GBP are correct - but how do we get from there to the 101 USD? The rate is 1.5625, so if I multiply 64 with 1.5625 I get 100$ again - so there is no profit. Maybe the price should be 1.5781?